#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL;
using Cephei.QL.Termstructures;
using Cephei.QL.Termstructures.Volatility.Equityfx;
using Cephei.QL.Math;
namespace Cephei.QL.Processes
{
     // <summary> 
	// ! This class describes the stochastic process for a forward or futures contract given by \f[ dS(t, S) = \frac{\sigma(t, S)^2}{2} dt + \sigma dW_t. \f]  \ingroup processes
	// </summary>
    [Guid ("797B70B3-C246-4fc9-9DD4-68CDE66A0F22"),ComVisible(true)]
	public interface IBlackProcess : Cephei.QL.Processes.IGeneralizedBlackScholesProcess
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
    }

    // <summary> 
	// ! This class describes the stochastic process for a forward or futures contract given by \f[ dS(t, S) = \frac{\sigma(t, S)^2}{2} dt + \sigma dW_t. \f]  \ingroup processes Factory
	// </summary>
   	[ComVisible(true)]
    public interface IBlackProcess_Factory // : Collection_Factory<IBlackProcess, ICell<IBlackProcess>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
    }
}

